Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 61.036582 68.379648 76.809318 87.335709 100.324455 116.101958 137.168853
2025-01-05 50.431970 59.476648 70.792667 86.437465 108.303827 139.199167 189.274315
2025-01-12 43.890917 53.333253 65.770936 84.112444 112.013126 156.111019 240.158386
2025-01-19 38.653924 47.869712 60.419593 79.744496 110.943536 164.576105 281.446715
2025-01-26 37.500926 47.621129 62.032158 85.598257 127.092940 208.432267 432.888992
2025-02-02 36.676645 47.648178 63.931044 92.145737 146.418723 269.565188 735.005482
2025-02-09 35.019298 46.231031 63.369597 94.366256 158.235272 322.296213 1183.826329
2025-02-16 33.100009 44.208380 61.560788 93.970161 164.436776 365.339357 1853.775420
2025-02-23 31.505688 42.529294 60.097342 93.920144 171.418415 417.791447 3331.012557
2025-03-02 29.696189 40.364133 57.588919 91.425418 171.780795 448.229842 5614.715684
2025-03-09 28.167075 38.533545 55.478523 89.410348 172.853743 484.157116 11875.730575
2025-03-16 26.327474 36.093461 52.121817 84.423945 164.802376 473.302048 16087.021814
2025-03-23 25.894622 35.982412 52.974574 88.672003 184.795483 637.423447 NaN
2025-03-30 24.749736 34.632552 51.506746 87.750525 189.712590 734.394096 NaN
2025-04-06 23.528367 33.074599 49.520438 85.370122 189.284614 798.176293 NaN
2025-04-13 22.148681 31.175932 46.767597 80.900543 180.706803 782.184527 NaN
2025-04-20 22.157225 31.619366 48.410517 86.891221 210.868230 1272.991594 NaN
2025-04-27 22.189041 32.099504 50.171200 93.598435 249.354497 2478.610872 NaN
2025-05-04 21.743873 31.710022 50.180794 95.874672 271.554025 4231.219121 NaN
2025-05-11 21.077740 30.886701 49.244204 95.468581 281.167095 6365.049284 NaN
2025-05-18 20.490843 30.173960 48.477452 95.417304 293.021773 11268.452186 NaN
2025-05-25 19.727413 29.104750 46.898871 92.860208 289.993742 14649.563939 NaN
2025-06-01 19.053358 28.170440 45.546594 90.795479 289.099033 21448.602636 NaN